Inventory-production Theory: A Linear Policy Approach |
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... Recursive calculation of 1 ( 1 ) 2 , ( i ) k 2.3 An ideal situation 2.4 Infinite horizon case 2.5 Appendix to Chapter 2 ... 1 7 7 14 14 ... 15 22225 27 2.5.1 State space representation and Separation Theorem 2.5.2 Optimal policies for ...
... Recursive calculation of 1 ( 1 ) 2 , ( i ) k 2.3 An ideal situation 2.4 Infinite horizon case 2.5 Appendix to Chapter 2 ... 1 7 7 14 14 ... 15 22225 27 2.5.1 State space representation and Separation Theorem 2.5.2 Optimal policies for ...
Page 15
... Recursive Calculation of f , ( i ) knowing k k + 1 The calculation of forecasts may be performed recursively ; i.e. ( 1 ) we would like to calculate ( 1 ) using the old ( 1 ) A typical recursive formula of this kind is the well known ...
... Recursive Calculation of f , ( i ) knowing k k + 1 The calculation of forecasts may be performed recursively ; i.e. ( 1 ) we would like to calculate ( 1 ) using the old ( 1 ) A typical recursive formula of this kind is the well known ...
Page 19
... recursive improvement of the * relying on the estimator one period before . * estimator Ek + 1 This improvement is due to new measurement data ( of the time series ) at k + 1 : Ek + 1 Equ . ( 2.47 ) then compares Ek + 1 with its ...
... recursive improvement of the * relying on the estimator one period before . * estimator Ek + 1 This improvement is due to new measurement data ( of the time series ) at k + 1 : Ek + 1 Equ . ( 2.47 ) then compares Ek + 1 with its ...
Contents
A linear Policy Approach | 1 |
The linearquadratic model | 7 |
The linear nonquadratic model | 36 |
Copyright | |
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approach approximation assumption balance equation Berlin C₁ Chap Chapter conditional mean cost criterion Cost deviations cost functions cost parameters costs are given defined demand sequence derive deterministic distribution function dynamic certainty equivalents dynamic programming Edited Ek+1 Êx+1 exponential smoothing Fachrichtung Operations Research finite forecasts Gauss-Markov Gauss-Markov process Gaussian H. P. Künzi Hence Herausgegeben inventory costs inventory problem Inventory-Production Theory investigate K₁ Kalman filter Karl Inderfurth linear decision rule linear non-quadratic linear policy LNQ-approach Mathematical Systems Numerical results obtains Operations Research optimal costs optimal policy optimal safety stock p-matrix Piecewise linear costs probability distribution procedure production policy production smoothing pure inventory quadratic quadratic functions S,S)-policy safety stock Schneeweiß Seiten sequence of demand set-up costs space representation Springer-Verlag stationary structure suboptimal values variables variance VIII white noise xk+1 xx+1 z-transform әс